Let , and suppose has a local maximum at . Choose such that the closed disk lies in and throughout it. Start planar Brownian motion at , and for let be its first exit from .
By part (a) and Itô formula, is a local martingale; boundedness of on the compact disk makes it a true bounded martingale. The exit time is finite almost surely. One direct check applies the same formula to , giving . Thus .
The optional stopping theorem, first at and then by bounded convergence, gives
The exit point is uniformly distributed on the circle: rotational invariance of planar Brownian motion about its starting point makes its exit law rotation invariant, and normalized arc length is the unique rotation-invariant probability measure on a circle. Since every boundary value is at most , equality of the mean forces every boundary value to equal ; continuity rules out a strict deficit at any boundary point. This holds for every , so is constant on the entire disk.
The Cauchy-Riemann equations then give both partial derivatives of equal to zero there. Thus is constant on that disk. The identity theorem for holomorphic functions propagates this constant to the connected component of in . Applying the same Brownian argument to proves the assertion for the imaginary part as well:
If is connected, this is constancy on all of . For a disconnected open set the printed global wording needs this qualification: a function taking different constants on two disjoint disks is holomorphic and has local maxima on each disk while not being globally constant.
The conformal invariance of planar Brownian motion is a time-change statement. If is a conformal bijection of planar domains and is planar Brownian motion started in , let be its exit time and define
Before exit this clock is strictly increasing. Its inverse makes a planar Brownian motion started at , up to its transformed lifetime . The image of the stopped trajectory is therefore invariant in law after this change of time. A holomorphic map with nonzero derivative gives the corresponding local statement even without global injectivity.
Here is the proof. Write and . The real and imaginary parts are harmonic. The Itô formula therefore gives the two continuous local martingales
stopped on compact subsets of . The Cauchy-Riemann equations imply
Thus both coordinate quadratic variations equal and their quadratic covariation is zero. After inverse time change, the covariance matrix of the two continuous local martingales is . The multidimensional Lévy characterization of multidimensional Brownian motion states that a continuous vector local martingale starting at zero with this covariance matrix is standard vector Brownian motion. Apply it after subtracting , and exhaust by compact subsets. This proves the theorem, with killing at the transformed exit lifetime. The clock is the conformal Brownian clock; omitting it would generally give an incorrect speed.
Put . The hitting times are finite almost surely by recurrence of planar Brownian motion, and increase with . At , the position is . By the Strong Markov property, Brownian scaling, and rotational invariance of planar Brownian motion, the future process
is a standard planar Brownian motion started at , independent of . The random rotation does not change its conditional law, since that law is rotationally invariant.
The first time this rescaled process reaches radius corresponds to the original time . Its continuous argument starts at zero and equals the increment of the original winding angle. Hence
For any ordered finite collection of levels, apply this assertion successively. Earlier winding values are measurable at the current hitting time, so all increments are independent and their laws depend only on the level differences. This proves the Lévy process property of winding at logarithmic radial passage levels.
One can also verify stochastic continuity and identify this process. The logarithmic-radius and argument martingales have the common clock
The same Cauchy-Riemann equations calculation as in part (a), applied locally to the logarithm and joined along the continuous argument, gives independent Brownian motions such that and . This clock diverges: if it had a finite limit, convergence of martingales with finite total quadratic variation would make converge to a finite value, forcing the clock integral itself to diverge.
Thus, with , we have . The Brownian first-passage Laplace transform is . It follows either from the Exponential martingale for Brownian motion stopped at , or from the one-dimensional exit equation. Conditioning on the independent process gives
So this is a symmetric Cauchy process, with level parameter . The formula implies stochastic continuity at zero and, by stationary increments, everywhere. Under the usual definition requiring càdlàg paths, use the right-continuous passage clock . It agrees with for each fixed level almost surely, and is the càdlàg modification. This distinction concerns simultaneous passage levels and does not alter any increment law.
The real part of a holomorphic function is real analytic and has a local complexification in its two real coordinates. Define . On real ,
and the same identity holds after analytic continuation to complex . Substituting and gives and , hence
The conjugation on the final constant is present in the PDF but was lost in the converted TeX. Without it the formula already fails when and is not real.
Now has the specified real part. Thus the complete family is
Any two such holomorphic functions differ by a holomorphic function with zero real part; the Cauchy-Riemann equations make its imaginary part constant on a connected neighborhood.
Non-characteristic. The first-order principal symbol is , which equals one on .
Set . The equation is equivalent to . Because is continuously differentiable, the Cauchy-Riemann equations imply that it is a holomorphic function of . Its convergent complex Taylor series restricts to a real power series along , so is a real analytic function.
For smooth-data instability of the Cauchy-Riemann Cauchy problem, choose
These are entire functions and satisfy the equation. Their initial derivatives obey , so every finite sum tends to zero. But
Thus analytic solutions can exist while continuous dependence on initial data fails for this smooth-data topology.
The Cauchy estimate follows directly from the differentiated Cauchy integral formula:
The circle has length , giving the bound for every integer .
Put and integrate on the straight segment . For fixed , a disc centred at with radius approaching stays inside . Applying the first-derivative Cauchy estimate there gives
Integrating its modulus and taking the supremum over is exactly the asserted integral estimate. The source cancels from .
To obtain a contraction mapping, use the weighted holomorphic norm on a shrinking time domain. Its finite-norm space consists of holomorphic functions on with zero initial value; the apparent quotient at is interpreted by a limit. Completeness follows because convergence in this norm implies locally uniform convergence of holomorphic functions, including near , and the limiting pointwise bounds give convergence in the norm.
Here is the explicit contraction estimate on a shrinking holomorphic domain. Write , , , and choose
Then and . The whole auxiliary polydisc lies inside , and its supremum of is at most . Consequently
Thus . Choose . The source is bounded on the closed polydisc, say by , and . Therefore maps the Banach space into itself and is a strict contraction mapping. The Banach fixed-point theorem gives a holomorphic fixed point with . Differentiating the integral identity yields , establishing this case of the Cauchy-Kovalevskaya theorem.
Finally, near each real initial point, a real analytic function has a holomorphic extension . Apply the same construction to with and source , restricting the discs if necessary. This gives a local real analytic function of with the prescribed initial value. Equivalently the solution is wherever the extension is defined.
Interpret as a conformal bijection onto . If it is merely an injective map into a larger target, the correct exit domain is instead. Let be the exit time from , write , and identify planar Brownian motion with . The Cauchy-Riemann equations give , , and both are harmonic functions. The Itô formula, localized on compact subsets of , yields
Thus both coordinates are continuous local martingales, with
Since never vanishes, is strictly increasing before . Let , defined for . The optional time-change theorem gives continuous local martingale coordinates for , with bracket matrix . The Lévy characterization of multidimensional Brownian motion makes a standard planar Brownian motion started at , up to its lifetime. Therefore conformal invariance of planar Brownian motion takes the form
To identify the lifetime, exhaust by relatively compact open sets with nested closures. The images exhaust because is a homeomorphism onto . Each stopped transformed path exits at precisely the clock value of its exit from . Increasing these exit times gives the exit lifetime of Brownian motion from , including a possibly infinite lifetime. This identifies with that lifetime and needs no global extension of to the boundary.
Take the convention that the coordinates of planar Brownian motion are independent standard real Brownian motions, so its infinitesimal generator is . Define the forward conformal Brownian clock
Since a conformal bijection has nonzero derivative, is a strictly increasing continuous map from onto . The time used inside the original path is its inverse:
Thus the interval direction for is the inverse-clock direction.
Write . The Cauchy-Riemann equations and the Itô formula make continuous local martingales, with
Indeed both components are harmonic functions, and their gradients are orthogonal with the same squared norm. After the time change of a continuous process by , their quadratic variations are and their quadratic covariation is zero. The Lévy characterization of multidimensional Brownian motion therefore identifies as planar Brownian motion started at , up to its lifetime.
It remains to identify that lifetime as the exit time, rather than merely produce a local Brownian path. Boundedness of gives almost surely. For every compact subset , its inverse image under is compactly contained in . As , continuity gives , so eventually leaves . Consequently the transformed path leaves every compact subset of at its lifetime. If , its Brownian extension has a finite limit, and that limit is outside ; if , the path never exits. In both cases its maximal lifetime is precisely the exit time from .
The killed paths, together with their lifetimes, have the same law:
The renormalizable action for chiral superfields and vector superfields has the superspace integration form
where is a real Kähler potential, is the chiral field-strength superfield, and is a gauge-invariant holomorphic function. For the renormalizable theory choose canonical positive kinetic terms, a polynomial of degree at most three, and field-independent gauge kinetic coefficients . We prove the non-renormalization theorem for the local Wilsonian effective action, with a nonzero infrared cutoff and a regulator preserving supersymmetry. The elementary chiral superfields are retained; this is not a claim that eliminating whole massive fields leaves the same polynomial.
Write , treating masses and interaction coefficients alike as background chiral spurions. A local F-term is chiral even when these backgrounds vary, so its coefficient depends holomorphically on and the holomorphic gauge couplings. Dependence on would not be chiral. Such dependence can enter D-terms or terms with supercovariant derivatives instead. With the infrared cutoff kept fixed, the perturbative local coefficients are regular power series around vanishing masses and interactions. This removes the inverse-mass and infrared singular terms that would spoil the following spurion selection rule for perturbative non-renormalization.
Assign every elementary R-charge zero, every R-charge two, and R-charge one. The superpotential must have R-charge two because has R-charge minus two. Holomorphy excludes the conjugate spurions, so regularity and this formal R-symmetry require exactly one factor of a superpotential spurion in any perturbative candidate. Thus is linear in the , with the ordinary flavor spurion charges fixing the permitted field monomials. An anomalous formal R-symmetry is implemented by also transforming the holomorphic gauge coupling; its anomaly must not simply be ignored.
Gauge interactions cannot provide a perturbative coefficient modifying this conclusion. With , perturbative diagrams are independent of the topological angle . A holomorphic coefficient invariant under continuous real shifts of is constant, by the Cauchy-Riemann equations. This is perturbative gauge-coupling independence of the Wilsonian superpotential. Contributions involving are nonperturbative and are outside this argument. For an Abelian factor the same angle-independent holomorphy argument applies. Hence a putative perturbative coefficient linear in is independent of the gauge coupling and can be evaluated as that coupling tends to zero.
In this free-gauge limit, an interacting chiral loop needs additional superpotential vertices: the free chiral propagator connects to , so a single holomorphic vertex alone cannot produce a loop correcting its local F-term. Extra vertices introduce extra spurions or their conjugates, both excluded by the preceding charge and holomorphy argument. The surviving coefficient is its tree value. Therefore
For an explicit charge check, take in the Wess–Zumino model. Give ordinary charges and R-charges . A holomorphic monomial of the required charges satisfies and , giving , . Perturbative regularity requires , hence only and survive. The free limit fixes their coefficients to and ; there is no room for a coupling-dependent loop correction. This illustrates the holomorphy argument for superpotential non-renormalization explicitly.
The Kähler potential can acquire wave-function renormalization. Restoring canonical field normalization changes physical masses and Yukawa couplings, so their running does not contradict the boxed statement about holomorphic coordinates. Gauge kinetic F-terms have their own renormalization and are not the superpotential. Infrared effects in the one-particle-irreducible quantum effective action, tree-level elimination of retained fields, and genuine nonperturbative effects must likewise be distinguished from this perturbative Wilsonian effective action theorem.
For complex differentiability at a point, the derivative must have the same value along real and imaginary increments. Along real increments it equals , while along imaginary increments it equals . Equating real and imaginary parts gives the Cauchy-Riemann equations
For the given real part,
Integrating the Cauchy-Riemann equations gives a harmonic conjugate
This open set is open and connected; is holomorphic there with derivative . The origin must be excluded because the real part is undefined there. On this connected open set, any other harmonic conjugate differs by a real constant: the Cauchy-Riemann equations make both partial derivatives of the difference zero.
There is an exact rational-map description of sigma-model lumps and a restricted variational rational-map description of Skyrmions. The first follows from a Bogomolny equation; the second separates angular and radial dependence in a field that generally does not saturate a Bogomolny bound.
For the exact example, take the two-dimensional O3 nonlinear sigma model with a unit field , energy , and a fixed limit at infinity. Regular fields then have a one-point compactification to maps . Choose the orientation so that the stereographic field
has positive charge when it is holomorphic. Equivalently, this is the CP1 nonlinear sigma model since the target sphere is the complex projective line. Its energy and topological charge are
Subtracting gives , so for ,
The Cauchy-Riemann equations therefore give the minimal-energy fields. A holomorphic map from the compactified domain Riemann sphere to the target Riemann sphere is a rational map , with common polynomial factors cancelled. Its degree of a rational map of the Riemann sphere is . Poles of are coordinate singularities, not singularities of . For instance, with is an exact unit lump with energy , arbitrary centre , and scale . Its density is , whose plane integral is . For negative charge use antiholomorphic maps. Scale invariance allows arbitrarily small lumps and does not by itself prevent a singular concentration limit in the time-dependent theory.
The local angular geometry of any degree- rational map is measured by its angular Jacobian of a rational map,
For , the Wronskian of a rational map is
At ordinary finite points its zeros mark ramification points of a holomorphic map, where the angular density vanishes. At a pole use as the target coordinate, and at infinity use as the domain coordinate. A pole of order is ramified by . The Riemann-Hurwitz formula counts total ramification , including infinity, even if the affine Wronskian has smaller degree. For , accounts for zeros at zero; the reciprocal coordinate shows the other at infinity.
For the approximate example, the rational map approximation for Skyrmions uses spherical radius , angular stereographic projection coordinate , and
The Pauli matrices make this an SU(2) group-valued field. The boundary conditions give a continuous centre and the vacuum value at infinity; the profile must also make the energy finite. Angular degree and radial winding factorize to give
At radii with nonzero , the angular baryon number density is proportional to . Thus the Wronskian of a rational map locates zero-density directions and reveals the holes or face directions in shell-like Skyrmion configurations.
In dimensionless Skyrme model units, insert this ansatz into the quadratic and quartic derivative energies. The angular terms integrate to or to the angular integral in the rational map approximation,
First minimize over degree- maps, then solve the radial variational equation
with the stated boundary conditions. The Cauchy-Schwarz inequality gives because has sphere average . For an isometric map such as has , , and reduces to the Skyrmion hedgehog ansatz; its profile still requires solving the radial equation. For general , angular and radial separation restrict the allowed fields. The minimum within this class is an upper bound on the full sector minimum, not a claim that every exact Skyrmion has this separated form. The original construction is Houghton, Manton and Sutcliffe's arxiv.org/abs/hep-th/9705151.
A rotational symmetry of a rational map must satisfy , where are the domain and target rotations written as Möbius transformations from SU(2) matrices. Since a target rotation is an isometry, this identity implies . For , , giving axial spatial symmetry accompanied by an internal rotation. This explains the axial symmetry of the degree-two toroidal ansatz.
A useful degree-four example is
Its finite ramification directions are , with the sixth at infinity. They are the six coordinate-axis directions under stereographic projection, so they are the face normals of a cube. The full map has octahedral rotational equivariance: for example , and the cyclic-axis generator obeys . These generate the cube's rotational group and give a cubic angular density. The associated profile then produces the familiar cubic charge-four approximation. Symmetry of the Wronskian is a useful necessary diagnostic but is not sufficient: replacing this map by , , leaves the same ramification directions, while the identity under becomes , whose target transformation is a sphere rotation only when . Equivariance of the entire rational map, rather than symmetry of its critical-point set alone, determines the physical rotational symmetry.
On the cut plane choose . For ,
Their derivatives are
The Cauchy-Riemann equations hold, so this branch is holomorphic. Its derivative is
Set
Then is entire and never takes a real value. The continuous function is nowhere zero; because is connected, it has one sign everywhere. Thus either or is a positive harmonic function. Part (i) makes it constant. The Cauchy-Riemann equations then force the real part of to be constant as well. Hence and therefore are constant.
Suppose first that is harmonic. Since
the Cauchy-Riemann equations show that
is holomorphic on . An open disc is a simply connected domain, so has a holomorphic primitive . If , then
Thus has zero gradient and is constant on the connected disc. Subtracting that real constant from gives
Conversely, if for a holomorphic , differentiating the Cauchy-Riemann equations gives
Hence is harmonic. This proves the harmonic function as the real part of a holomorphic function criterion on .
Taking the complex derivative along the real direction gives
Taking it along the imaginary direction and equating the two expressions gives the Cauchy-Riemann equations
Differentiate the affine relation with respect to and :
Using the Cauchy-Riemann equations, the second equation becomes
Thus
The determinant is , so and therefore . A holomorphic function with zero derivative on a connected open set is constant. Hence is constant, as in analytic function with image in an affine real line.
Write . Up to a total derivative, the covariant-gradient identity and completion of the magnetic and potential terms give
For positive flux, equality in the Bogomolny bound therefore gives the Bogomolny vortex equations
The opposite simultaneous signs describe negative winding.
For the orientation , the Hodge star operator is
Thus
A radial vortex of winding has
with , , , and equations
For , put . Away from zeros, the first vortex equation gives
Since
the field satisfies the Liouville equation
For holomorphic , direct use of the Cauchy-Riemann equations verifies
Choosing gives the radial Witten hyperbolic vortex
For these reduce to
Since ,
This directly verifies the Abelian Higgs vortex flux relation for unit winding.
Suppose a classical solution existed and set . The system is precisely
which are the Cauchy-Riemann equations for as a function of the complex number . Hence is holomorphic near . Every holomorphic function is real analytic, so its restriction
to the real axis is real analytic near zero. Its real part and imaginary part show that both and must be real analytic, contradicting the hypothesis. Therefore no such solution exists.
Let . Direct partial differentiation, away from , gives
These are the Cauchy-Riemann equations. Equivalently, with , the analytic mapping is , the inverse Cayley transform between the half-plane and disk.
The supplied harmonicity result can also be checked by the multivariable chain rule. The Cauchy-Riemann equations imply , , and . Hence
This is conformal invariance of harmonicity for the given mapping.
Harmonic parts. Write the holomorphic function as . The Cauchy-Riemann equations say and . Equality of mixed partial derivatives therefore gives
Thus both the real and imaginary parts are harmonic functions and satisfy two-dimensional Laplace's equation.
Single-valued logarithm. A convenient choice is
using the principal logarithm for each term. Its branch cuts in the plane are and . The branch points are and : going once around the first adds , while going once around the second subtracts . Removing the two exterior rays makes this a consistent branch of a multivalued function and in particular leaves the whole open unit disk available.
Potential inside the cylinder. Put with . Multiplication by gives
The denominator is positive and the real part of the numerator is positive. Thus its argument lies strictly between and , and
As , this tends to on the upper open semicircle and on the lower open semicircle. Scale the imaginary part to obtain
It is a harmonic function, has the required boundary values, and gives . The two joining points of the boundary arcs have discontinuous boundary data, so no common continuous boundary value is demanded there. Along the real diameter, including radial approaches to either joining point, the displayed solution is zero. This is the disk potential with two semicircular boundary values.
Figure 1.
Harmonic potential inside a disk with opposite semicircle boundary values
. The upper boundary has potential +V0 and the lower boundary -V0. Contours and colour show Phi/V0; the two joining points are excluded from the prescribed boundary values. Details.
For a second check, the Taylor series of the logarithms gives . Taking the imaginary part yields the Fourier series
whose boundary limit is exactly the required alternating pair of constant semicircle values.
Compute the complex derivative along horizontal and vertical increments. Along the real direction, ; along the imaginary direction, . Equality gives the Cauchy-Riemann equations
The real and imaginary parts of a holomorphic function are smooth. Equality of their mixed partial derivatives then gives and , proving that both are harmonic functions.
For the first real part, and . The Cauchy-Riemann equations require and , so its harmonic conjugate is . Therefore
For the second real part, is the real part of . Its harmonic conjugate is , giving
These are the most general answers on a connected open domain: the difference of two candidates has zero real part, so the Cauchy-Riemann equations make its imaginary part constant. The second function cannot extend holomorphically through zero.